+260.6%
ECHO vs IEF
-9.3%
+270.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +2.3% | -1.2% | +3.5% | +2.8% |
| 30D | +4.4% | -1.5% | +5.9% | +5.1% |
| 3M | -20.3% | -1.7% | -18.6% | -19.6% |
| 6M | -15.3% | -3.5% | -11.8% | -14.0% |
| YTD | -15.5% | -2.6% | -12.9% | -14.4% |
| 1Y | +15.0% | -2.4% | +17.4% | +16.4% |
| 3Y | +409.1% | +8.9% | +400.2% | +392.3% |
| 5Y | +260.6% | -9.2% | +269.9% | +193.9% |
| All | +260.6% | -9.3% | +270.0% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling